USD 15.820.120.76%

Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Deutsche Bank Aktiengesellschaft which you can use to evaluate future volatility of the firm. Please confirm Deutsche Bank Aktien Coefficient Of Variation of 982.89 and Mean Deviation of 0.8558 to check if risk estimate we provide are consistent with the epected return of 0.0%.

Deutsche Bank Market Sensitivity

As returns on market increase, Deutsche Bank returns are expected to increase less than the market. However during bear market, the loss on holding Deutsche Bank will be expected to be smaller as well.

Deutsche Bank Aktien Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Deutsche Bank Aktien Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Deutsche Bank has beta of 0.2643 suggesting as returns on market go up, Deutsche Bank average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Deutsche Bank Aktiengesellschaft will be expected to be much smaller as well. Additionally, Deutsche Bank Aktiengesellschaft has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW

Total Debt

Largest Trends

Investment Outlook

Deutsche Bank Investment Opportunity

DOW has a standard deviation of returns of 0.93 and is 9.223372036854776E16 times more volatile than Deutsche Bank Aktiengesellschaft. 0% of all equities and portfolios are less risky than Deutsche Bank. Compared to the overall equity markets, volatility of historical daily returns of Deutsche Bank Aktiengesellschaft is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Deutsche Bank Aktiengesellschaft to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Deutsche Bank to be traded at $17.4 in 30 days. As returns on market increase, Deutsche Bank returns are expected to increase less than the market. However during bear market, the loss on holding Deutsche Bank will be expected to be smaller as well.

Deutsche Bank correlation with market

Modest diversification

Overlapping area represents the amount of risk that can be diversified away by holding Deutsche Bank Aktiengesellscha and equity matching DJI index in the same portfolio.